Softmax Regression

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(Relationship to Logistic Regression)
 
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For convenience, we will also write  
For convenience, we will also write  
<math>\theta</math> to denote all the
<math>\theta</math> to denote all the
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parameters of our model.  When you implement softmax regression, is is usually
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parameters of our model.  When you implement softmax regression, it is usually
convenient to represent <math>\theta</math> as a <math>k</math>-by-<math>(n+1)</math> matrix obtained by
convenient to represent <math>\theta</math> as a <math>k</math>-by-<math>(n+1)</math> matrix obtained by
stacking up <math>\theta_1, \theta_2, \ldots, \theta_k</math> in rows, so that
stacking up <math>\theta_1, \theta_2, \ldots, \theta_k</math> in rows, so that
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regression's parameters are "redundant."  More formally, we say that our
regression's parameters are "redundant."  More formally, we say that our
softmax model is '''overparameterized,''' meaning that for any hypothesis we might
softmax model is '''overparameterized,''' meaning that for any hypothesis we might
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fit to the data, there're multiple parameter settings that give rise to exactly
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fit to the data, there are multiple parameter settings that give rise to exactly
the same hypothesis function <math>h_\theta</math> mapping from inputs <math>x</math>
the same hypothesis function <math>h_\theta</math> mapping from inputs <math>x</math>
to the predictions.  
to the predictions.  
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or three logistic regression classifiers?  (ii) Now suppose your classes are
or three logistic regression classifiers?  (ii) Now suppose your classes are
indoor_scene, black_and_white_image, and image_has_people.  Would you use softmax
indoor_scene, black_and_white_image, and image_has_people.  Would you use softmax
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regression of multiple logistic regression classifiers?
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regression or multiple logistic regression classifiers?
In the first case, the classes are mutually exclusive, so a softmax regression
In the first case, the classes are mutually exclusive, so a softmax regression
classifier would be appropriate.  In the second case, it would be more appropriate to build
classifier would be appropriate.  In the second case, it would be more appropriate to build
three separate logistic regression classifiers.
three separate logistic regression classifiers.
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{{Softmax}}
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{{Languages|Softmax回归|中文}}

Latest revision as of 13:24, 7 April 2013

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